+934.3%
MRK vs SPXU
-100.0%
+1,034.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.3% |
| 7D | -2.7% | +1.3% | -4.0% | -2.4% |
| 30D | +12.7% | +5.1% | +7.6% | +13.9% |
| 3M | +24.2% | -9.1% | +33.4% | +22.2% |
| 6M | +27.8% | -29.6% | +57.4% | +20.0% |
| YTD | +42.2% | -27.7% | +69.9% | +34.5% |
| 1Y | +80.2% | -37.0% | +117.2% | +66.4% |
| 3Y | +48.4% | -80.2% | +128.5% | +12.9% |
| 5Y | +133.6% | -86.0% | +219.6% | +77.7% |
| 10Y | +236.2% | -99.5% | +335.8% | +37.3% |
| All | +934.3% | -100.0% | +1,034.3% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling